Related papers: The anti-Bayesian moment and its passing
The missionary zeal of many Bayesians of old has been matched, in the other direction, by a view among some theoreticians that Bayesian methods are absurd-not merely misguided but obviously wrong in principle. We consider several examples,…
We argue here about the relevance and the ultimate unity of the Bayesian approach in a neutral and agnostic manner. Our main theme is that Bayesian data analysis is an effective tool for handling complex models, as proven by the increasing…
A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the…
There are two main opposing schools of statistical reasoning, Frequentist and Bayesian approaches. Until recent days, the frequentist or classical approach has dominated the scientific research, but Bayesianism has reappeared with a strong…
This paper seeks to provide a thorough account of the ubiquitous nature of the Bayesian paradigm in modern statistics, data science and artificial intelligence. Once maligned, on the one hand by those who philosophically hated the very idea…
This paper discusses the dual interpretation of the Jeffreys--Lindley's paradox associated with Bayesian posterior probabilities and Bayes factors, both as a differentiation between frequentist and Bayesian statistics and as a pointer to…
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…
This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
In a Perspectives article in Science, Bradley Efron concludes that Bayesian calculations cannot be uncritically accepted when using uninformative priors. We argue that this conclusion is problematic because Efron's example does not use…
When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…
This note is a discussion commenting on the paper by Ly et al. on "Harold Jeffreys's Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology" and on the perceived shortcomings of the classical Bayesian…
Building on a strong foundation of philosophy, theory, methods and computation over the past three decades, Bayesian approaches are now an integral part of the toolkit for most statisticians and data scientists. Whether they are dedicated…
Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…
Starting with the neo-Bayesian revival of the 1950s, many statisticians argued that it was inappropriate to use Bayesian methods, and in particular subjective Bayesian methods in governmental and public policy settings because of their…
People who by training end up dealing with probabilities ("statisticians") roughly fall into one of two camps. One is either a frequentist or a Bayesian. To a scientist, who needs to use probabilities to make sense of the real world, this…
I review the problem of the choice of the priors from the point of view of a physicist interested in measuring a physical quantity, and I try to show that the reference priors often recommended for the purpose (Jeffreys priors) do not fit…
Bayes factors are characterized by both the powerful mathematical framework of Bayesian statistics and the useful interpretation as evidence quantification. Former requires a parameter distribution that changes by seeing the data, latter…
Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…